+134.6%
VTR vs BURL
+63.9%
+70.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.1% |
| 7D | -1.7% | -2.8% | +1.1% | -1.5% |
| 30D | -2.4% | -28.2% | +25.7% | -0.8% |
| 3M | +14.8% | -17.6% | +32.4% | +15.9% |
| 6M | +5.3% | -11.8% | +17.1% | +5.8% |
| YTD | +18.1% | -8.1% | +26.2% | +18.3% |
| 1Y | +36.7% | -12.0% | +48.7% | +37.3% |
| All | +134.6% | +63.9% | +70.7% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling